-99.9%
SOXS vs APA
+94.1%
-194.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.6% | +9.4% | +12.0% |
| 7D | -28.4% | +8.5% | -37.0% | -24.7% |
| 30D | +19.4% | +2.8% | +16.6% | +22.9% |
| 3M | +28.2% | +21.7% | +6.4% | +44.7% |
| 6M | -37.7% | +32.6% | -70.3% | -28.2% |
| YTD | -91.6% | +103.7% | -195.3% | -86.9% |
| 1Y | -93.1% | +101.8% | -194.9% | -89.2% |
| 3Y | -99.7% | +48.1% | -147.8% | -99.4% |
| All | -99.9% | +94.1% | -194.0% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded APA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling